Conference Proceedings

**Analyzing the Dual Long Memory in Stock Market Returns (12th International Symposium on Econometrics, Operations Research and Statistics, May 2011, Denizli)

**İMKB Varant Piyasasında Arbitraj Olasılıkları (10. Ulusal İşletmecilik Kongresi, May 2011, Kuşadası)

**Distributional Properties of Energy Asset Returns (2nd International Conference on Social Sciences (ICSS), September 2009, İzmir)

**Stress testing of energy-related derivative instruments based on conditional market risk models (Second Multinational Energy and Value Conference, July 2009, İstanbul)

**CAPM Performance and Volatility Structure of Energy Companies traded in Istanbul Stock Exchange (Second Multinational Energy and Value Conference, July 2009, İstanbul)

**News Impact and Financial Volatility: Case for Turkey (1. Ulusal Yönetim ve Ekonomi Bilimleri Konferansı (YEBKO), September 2008, İzmir)

**Impact of News Arrival on Financial Volatility: Evidence from Turkish Financial Markets (4th International Conference on Business, Management and Economics (ICBME’08), June 2008, İzmir)

**Bankalarda Operasyonel Riskin Ölçümü: Uç Değer Teorisi Uygulaması (EİSEMP9, 9th Symposium on Econometrics and Statistics, May 2008, Kuşadası)

**Basel II Çerçevesinde Finans Kesiminde Risk Algısı ve Risklerin Yönetimi (IAV, April 2008, İstanbul)

**Forecasting the Change and Direction of Change in ISE Sector Indices: An Artificial Neural Network Application (3rd International Conference on Business, Management and Economics, June 2007, Çeşme, İzmir)

**Emerging Markets, Stock Market Volatility and Impact of News: Is it Really Observable? (3rd International Conference on Business, Management and Economics, June 2007, Çeşme, İzmir)

**A Macroeconometric Model for Stress Testing Credit Portfolio (13th Annual Conference of the Multinational Finance Society, June 2006, Edinburgh, UK)

**Efficient Market Hypothesis and Identification of Linear and Non-linear Dependence in Stock Market Returns (13th Annual Conference of the Multinational Finance Society, June 2006, Edinburgh, UK)

**An Assessment of Value-at-Risk (VaR) and Expected Tail Loss (ETL) Under a Stress Testing Framework for Turkish Stock Market (2nd International Conference on Business, Management and Economics, June 2006, Çeşme, İzmir)

**Tourism Demand for Turkey: Models, Analysis and Results (The Third Graduate Research in Tourism Conference, Anatolia: Turizm Araştırmaları Dergisi, Çanakkale Onsekiz Mart Üniversitesi, May 2006, Çanakkale)

**An Econometric Approach to Tourism Demand: Arrivals from UK and Australia to Turkey  (The Third Graduate Research in Tourism Conference, Anatolia: Turizm Araştırmaları Dergisi, Çanakkale Onsekiz Mart Üniversitesi, May 2006, Çanakkale)

**Risk Management to Protect Cultural Heritage in Time of Armed Conflict (10th International Congress on “Cultural Heritage and New Technologies”, November 2005, Vienna, Austria)

**Forecasting Value at Risk in Emerging Arab Stock Markets (in Financial Development in Arab Countries, IRTI, MArch/April 2003, Abu Dhabi)

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